+574.2%
FAST vs PPL
+62.9%
+511.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | +0.7% | +1.0% | -0.4% | +0.3% |
| 30D | +4.6% | +6.8% | -2.2% | +2.0% |
| 3M | +6.4% | +3.9% | +2.5% | +4.6% |
| 6M | +20.6% | -2.0% | +22.6% | +21.2% |
| YTD | +34.7% | +5.3% | +29.4% | +31.2% |
| 1Y | +29.7% | +2.2% | +27.5% | +27.7% |
| 3Y | +89.9% | +56.7% | +33.2% | +56.3% |
| 5Y | +105.0% | +49.1% | +55.9% | +71.5% |
| All | +574.2% | +62.9% | +511.2% | +423.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling